+114.2%
KMI vs TEL
+71.6%
+42.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -0.6% |
| 7D | -1.7% | +1.6% | -3.3% | -1.9% |
| 30D | -2.7% | -0.7% | -2.1% | -2.7% |
| 3M | -0.7% | +2.4% | -3.1% | -1.1% |
| 6M | -5.0% | +4.1% | -9.1% | -6.2% |
| YTD | +15.5% | -5.8% | +21.3% | +15.5% |
| 1Y | +16.4% | +0.9% | +15.6% | +14.1% |
| 3Y | +114.2% | +72.6% | +41.6% | +78.7% |
| All | +114.2% | +71.6% | +42.5% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling